Paper Publications

• [1]Estimation Of High Conditional Tail Risk Based On Expectile Regression, ASTIN Bulletin: The Journal of the.
• [2]Modeling Tail Index with Autoregressive Conditional Pareto Model, Journal of Business & Economic Statistics，2021 https://doi.org/10.1080/07350015.2020.1832504.(计量经济TOP期刊).
• [3]Ruin Probability for the Phase-type Dual Model Perturbed by Diffusion， Communications in Statistics - Theory and Methods ，2020, https://doi.org/10.1080/03610926.2020.1737126.
• [4]A New Algorithm for Learning Large Bayesian Network Structure from Discrete Data, IEEE ACCESS, 2019, 7(1): 121665 -121674.
• [5]Semantic Features Prediction for Pulmonary Nodule Diagnosis Based on Online Streaming Feature Selection　2019.01,　IEEE Access　 61121-61135.
• [6]Mark to market value at risk, Journal of Econometrics, 2019, 208: 299-321.
• [7]Regularized estimation of precision matrix for high-dimensional multivariate longitudinal data, Journal of Multivariate Analysis, 2020, 176: 104580-1-104580-19.
• [8]Approximations of the tail probability of the product of dependent extremal random variables and applications, Insurance: Mathematics and Economics, 2013, 53(1): 169-178.
• [9]A joint mean-correlation modeling approach for longitudinal zero-inflated count data, Brazilian Journal of Probability and Statistics, 2020, 34(1): 35-50.
• [10]Bayesian Joint Semiparametric Mean–Covariance Modeling for Longitudinal Data, Communications in Mathematics and Statistics, 2019, 7(3): 253 -267.